Testing multiple mapping conditioning mixing for Monte Carlo probability density function simulations

Mitarai [Phys. Fluids 17, 047101 (2005)] compared turbulent combustion models against homogeneous direct numerical simulations with extinction/recognition phenomena. The recently suggested multiple mapping conditioning (MMC) was not considered and is simulated here for the same case with favorable results. Implementation issues crucial for successful MMC simulations are also discussed.

Pitch jump probability measures for the analysis of snoring sounds in apnea

Obstructive sleep apnea (OSA) is a highly prevalent disease in which upper airways are collapsed during sleep, leading to serious consequences. The gold standard of diagnosis, called polysomnography (PSG), requires a full-night hospital stay connected to over ten channels of measurements requiring physical contact with sensors. PSG is inconvenient, expensive and unsuited for community screening. Snoring is the earliest symptom of OSA, but its potential in clinical diagnosis is not fully recognized yet. Diagnostic systems intent on using snore-related sounds (SRS) face the tough problem of how to define a snore. In this paper, we present a working definition of a snore, and propose algorithms to segment SRS into classes of pure breathing, silence and voiced/unvoiced snores. We propose a novel feature termed the 'intra-snore-pitch-jump' (ISPJ) to diagnose OSA. Working on clinical data, we show that ISPJ delivers OSA detection sensitivities of 86-100% while holding specificity at 50-80%. These numbers indicate that snore sounds and the ISPJ have the potential to be good candidates for a take-home device for OSA screening. Snore sounds have the significant advantage in that they can be conveniently acquired with low-cost non-contact equipment. The segmentation results presented in this paper have been derived using data from eight patients as the training set and another eight patients as the testing set. ISPJ-based OSA detection results have been derived using training data from 16 subjects and testing data from 29 subjects.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Is modern medicine at risk of losing the plot?

Contemporary medicine has much to its credit, but has created an insatiable demand for new technologies and more health services, fed by commercial promotion, professional advocacy and sociopolitical pressure. Total health expenditure at the national level is now almost 10% of gross domestic product and is expected to top 16% by 2020. After recent inquiries into the failings of its public health system, the Queensland Government has committed itself to a 25% increase in expenditure on health over the next 5 years. But will it lead to better population health, and is it sustainable? The return-on-investment curve for modern health care may be flattening out, in an environment of growing numbers of older patients with chronic illnesses, maldistribution of services and hospital overcrowding. A change in thinking is required if current medical practice is to avoid imploding when confronted with the next major economic downturn. Health policy, service funding and clinical training must focus on critical appraisal of the effectiveness of health care technologies and the structure and financing of health care systems. Practising clinicians will be obliged to provide leadership in determining value for money in the choice of health care for specific patient populations and how that care is delivered.

Some results on the design of field experiments for comparing unreplicated treatments

In early generation variety trials, large numbers of new breeders' lines need to be compared, and usually there is little seed available for each new line. A so-called unreplicated trial has each new line on just one plot at a site, but includes several (often around five) replicated check or control (or standard) varieties. The total proportion of check plots is usually between 10% and 20%. The aim of the trial is to choose some good performing lines (usually around 1/3 of those tested) to go on for further testing, rather than precise estimation of their mean yield. Now that spatial analyses of data from field experiments are becoming more common, there is interest in an efficient layout of an experiment given a proposed spatial analysis. Some possible design criteria are discussed, and efficient layouts under spatial dependence are considered.

A contour plot approach that uses data accumulated during routine monitoring to obtain insights into lagoon behaviour

Regular monitoring of wastewater characteristics is undertaken on most wastewater treatment plants. The data acquired during this process are usually filed and forgotten. However, systematic analysis of these data can provide useful insights into plant behaviour. Conventional graphical techniques are inadequate to give a good overall picture of how wastewater characteristics vary, with time and along the lagoon system. An approach based on the use of contour plots was devised that largely overcomes this problem. Superimposition of contour plots for different parameters can be used to gain a qualitative understanding of the nature and strength of relationships between the parameters. This is illustrated in an analysis of monitoring data for lagoon 115 East at the Western Treatment Plant, near Melbourne, Australia. In this illustrative analysis, relationships between ammonia removal rates and parameters such as chlorophyll a level and temperature are explored using a contour plot superimposition approach. It is concluded that this approach can help improve our understanding, not only of lagoon systems, but of other wastewater treatment systems as well.

Modelling conditional probability distributions for periodic variables

Most of the common techniques for estimating conditional probability densities are inappropriate for applications involving periodic variables. In this paper we introduce two novel techniques for tackling such problems, and investigate their performance using synthetic data. We then apply these techniques to the problem of extracting the distribution of wind vector directions from radar scatterometer data gathered by a remote-sensing satellite.

Modelling conditional probability distributions for periodic variables

Most of the common techniques for estimating conditional probability densities are inappropriate for applications involving periodic variables. In this paper we apply two novel techniques to the problem of extracting the distribution of wind vector directions from radar catterometer data gathered by a remote-sensing satellite.

Modelling conditional probability distributions for periodic variables

Most conventional techniques for estimating conditional probability densities are inappropriate for applications involving periodic variables. In this paper we introduce three related techniques for tackling such problems, and investigate their performance using synthetic data. We then apply these techniques to the problem of extracting the distribution of wind vector directions from radar scatterometer data gathered by a remote-sensing satellite.

Estimating conditional probability densities for periodic variables

Most of the common techniques for estimating conditional probability densities are inappropriate for applications involving periodic variables. In this paper we introduce three novel techniques for tackling such problems, and investigate their performance using synthetic data. We then apply these techniques to the problem of extracting the distribution of wind vector directions from radar scatterometer data gathered by a remote-sensing satellite.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Statnote 12: the split-plot analysis of variance

In some experimental situations, the factors may not be equivalent to each other and replicates cannot be assigned at random to all treatment combinations. A common case, called a ‘split-plot design’, arises when one factor can be considered to be a major factor and the other a minor factor. Investigators need to be able to distinguish a split-plot design from a fully randomized design as it is a common mistake for researchers to analyse a split-plot design as if it were a fully randomised factorial experiment.

Asymptotically exact probability distribution for the Sinai model with finite drift

We obtain the exact asymptotic result for the disorder-averaged probability distribution function for a random walk in a biased Sinai model and show that it is characterized by a creeping behavior of the displacement moments with time, similar to v(mu n), where mu <1 is dimensionless mean drift. We employ a method originated in quantum diffusion which is based on the exact mapping of the problem to an imaginary-time Schrodinger equation. For nonzero drift such an equation has an isolated lowest eigenvalue separated by a gap from quasicontinuous excited states, and the eigenstate corresponding to the former governs the long-time asymptotic behavior.